It has been revealed that Caroline Kennedy was headed to her first ever sleepover the moments when news broke of a shooting near the President during a trip to Dallas.

One of Jackie Kennedy's former Secret Service agents has written a new book about the first family's heartbreak following the assassination of President Kennedy, now giving a first person account of the tragic ordeal.

Clint Hill, who has written Five Days In November, was assigned to protect the First Lady and was following the open-top convertible as the President was shot.

Moments before: President Kennedy and Jackie were in the back of a convertible on November 22, 1963 when he was killed by an assassin's bullet

Brave face: Mrs Kennedy told her children Caroline and John Jr what had happened to their father once she arrived back in Washington DC (seen on the day of the funeral three days later)

Staying together: At the time of the shooting, Caroline was on her way to her first sleepover when the first shots were reported over the radio but her friends' mother who was driving the car said she probably didn't hear

Iconic: On the day of his third birthday, John F. Kennedy Jr saluted his father's casket

Instead, it was agent Tom Wells who was in charge of protecting the children, 5-year-old Caroline and 2-year-old John Jr.

Neither traveled with their parents on that fateful trip to Dallas. John Jr. was too young to know what was going on, but the agent feared that Caroline might.

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She was headed to her friend Agatha Pozen when the first reports of the shooting were broadcast over the radio.

Mr Wells signaled for Mrs Pozen to stop the car, and though she told him that the girls were playing and probably did not hear the report, he decided that he had to get Caroline back to the White House.

Heartbreaking: When the President left for trip to Arkansas more than a month before his fateful Texas trip, it was very clear that his young son did not want him to leave

Working together: One of the final photos of JFK and his son was captured in a tender moment on October 15 when the toddler played under the Resolute Desk

Playful: Caroline is seen sitting on her father's lap and John John on Jackie's while they watched drills and dances from the White House portico on November 13

Close care: While his mother Jackie was panicking in a Dallas hospital, John Jr was in the care of his nanny Maude Shaw (seen together in May of 1963)

Constant presence: Mrs Shaw, seen in the car with then-President-elect John Kennedy and Jackie headed home from the hospital with baby John Jr in her arms with nanny Shaw with them

'Caroline, there has been a change in plans, and you mother has asked that you come back,' Mr Wells told the little girl.

Mr Hill's book, a preview excerpt of which was published in People Magazine, reports that John Jr was with his nanny, Maud Shaw.

Once Mrs Kennedy arrived back in Washington later on the evening of November 22, she and Mrs Shaw were the ones to tell the children that their father had died.

'She was very strong through the whole ordeal,' Mr Wells said in the book.

That was far from her only act of strength during that difficult time, as Mr Hill said that he was concerned for her own safety as she tested the limits while trying to catch a piece of her husband's skull that had been shot off and flew out the back of the open-top convertible.

Horrific: Agent Clinton Hill was the one who ran up to the back of the convertible to protect Jacqueline as she tried climbing out of the back of the car to get a piece of her husband's head that had been shot off

Special event: Though she was in mourning just over a week after he husband's assassination, Mrs Kennedy made a point to attend the award ceremony honoring Clint Hill (seen at her left)

He recalled the moment when he had to run and climb into the car from the back before it sped away: 'Mrs Kennedy, her eyes filled with terror, is crawling out of her seat and onto the trunk, Oh God... The car is beginning to speed up and if I don't get to her, she's going to be thrown off. I push her back into the seat.'

One year later: The Kennedy family had moved to a townhouse in the neighborhood of Georgetown by the time they visited his grave on his birthday on May 29, 1964

Mrs Kennedy spearheaded the logistics of planning a state funeral as soon as she arrived back in the Capitol, after standing by her husband's Vice President's side when he was sworn in to take over on board Air Force One.

The next three days were a blur of seemingly-unending memorial engagements.

After the formal funeral ceremony, there was a much more light-hearted event that she had to plan, which agent Hill asked her about as soon as she got back to the White House.

'"Oh and Mrs Kennedy? I hate to bring it up. Have you thought about doing anything for John's birthday?" Her mouth breaks into the slightest of smiles. "Oh Mr Hill, you never forget anything, do you? In fact that's what we're going to do now, have a little celebration,"' he wrote of their exchange.

Relatives and close friends had gathered in the private residence on the second floor of the White House and sang Irish songs and said funny poems in celebration of the slain President's son's third birthday.

'There are presents and cake and the laughter of children is the sliver of sunshine amid the blackness of the past four days,' Mr Hill wrote.